+31.5%
PPL vs BOXX
+18.5%
+13.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | -3.1% | +0.3% | -3.4% | -3.5% |
| 3M | -3.1% | +1.0% | -4.1% | -4.6% |
| 6M | -8.0% | +1.9% | -9.9% | -10.4% |
| YTD | -0.3% | +2.7% | -3.0% | -3.7% |
| 1Y | -2.2% | +4.0% | -6.3% | -6.3% |
| 3Y | +50.4% | +14.7% | +35.7% | +44.7% |
| All | +31.5% | +18.5% | +13.0% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BOXX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling